Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.14: Total Collateral Required Due to a 2 Notch Downgrade

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 26465.61 Day 2 1759.95 30-90 Days S-5-Q 4713.53 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 15529.57 Day 2 1489.66 Open S-6-Q 381.28 No Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 6951.55 Day 2 511.45 <30 Days S-7-Q 101.03 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 102339.67 Day 2 4017.91 30-90 Days E-1-Q 9484.29 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 81704.72 Day 2 571.47 <30 Days E-2-Q 4114.64 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 17025.11 Day 2 1874.83 <30 Days IG-1-Q 1948.19 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 39680.59 Day 2 590.76 91-180 Days IG-2-Q 1142.04 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 52289.73 Day 2 7091.83 Open C-1 3110.38 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 51825.39 Day 2 2449.75 <30 Days CB-4 9555.22 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 38767.69 Day 2 5442.59 <30 Days E-10 6091.76 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 81361.84 Day 2 1904.61 30-90 Days E-3 8354.34 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 64446.50 Day 2 3418.00 <30 Days E-4 2304.40 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 23245.66 Day 2 497.46 <30 Days E-5 3769.54 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 62596.71 Day 2 5874.68 Open E-6 9526.85 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 61603.21 Day 2 7791.00 30-90 Days E-7 4116.99 No Operations
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 85349.78 Day 2 2650.00 Open E-8 14170.32 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 4732.62 Day 2 628.35 30-90 Days E-9 933.23 No Finance
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 29769.79 Day 2 2971.72 30-90 Days G-4 1471.77 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 93475.64 Day 2 2953.61 30-90 Days IG-3 5383.76 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 76505.72 Day 2 7307.30 <30 Days IG-4 9370.93 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 40911.57 Day 2 3691.23 30-90 Days IG-5 5397.42 No Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 54078.92 Day 2 2843.77 91-180 Days IG-6 5799.71 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail Yes 97513.17 Day 2 1457.80 <30 Days IG-7 8053.62 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 43437.05 Day 2 2379.54 30-90 Days IG-8 5956.84 No Risk Management
2025-10-08 Liberty National Bank O.O.14 Total Collateral Required Due to a 2 Notch Downgrade Retail No 102651.09 Day 2 13112.40 30-90 Days L-1 13623.48 No Treasury